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math.ST2019
An Invariant Test for Equality of Two Large Scale Covariance Matrices
Taehyeon Koo, Seonghun Cho, Johan Lim
In this work, we are motivated by the recent work of Zhang et al. (2019) and study a new invariant test for equality of two large scale covariance matrices. Two modified likelihood…
math.ST2019
Note on Mean Vector Testing for High-Dimensional Dependent Observations
Seonghun Cho, Johan Lim, Deepak Nag Ayyala +2
For the mean vector test in high dimension, Ayyala et al.(2017,153:136-155) proposed new test statistics when the observational vectors are M dependent. Under certain conditions, t…